Xiao Wei

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model	2024-10-08	Paper
Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities	2024-06-04	Paper
Self-normalized Cramér-type moderate deviations for explosive Vasicek model	2024-04-02	Paper
Existence and uniqueness for some equation of a mixed elliptic-hyperbolic type	2022-12-19	Paper
Modeling droplet collision dynamic for Lagrangian simulation of impinging spray under high ambient pressures using an improved approach	2022-10-17	Paper
Global existence and blow up of solutions for the Cauchy problem of some nonlinear wave equations	2022-01-05	Paper
Incomplete market demand tests for Kreps-Porteus-Selden preferences	2020-01-20	Paper
Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model	2019-05-15	Paper
FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING	2018-06-05	Paper
Risk neutrality regions	2015-12-28	Paper
https://portal.mardi4nfdi.de/entity/Q3193738	2015-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q5409375	2014-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q3072114	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3071689	2011-02-05	Paper
The exponential decay of a system of nonlinear wave equations	2010-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q3501301	2008-06-03	Paper
Ruin probabilities for discrete time risk models with stochastic rates of interest	2008-04-28	Paper
Integration by Parts for Point Processes and Monte Carlo Estimation	2008-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3367233	2006-01-24	Paper
A Malliavin calculus approach to sensitivity analysis in insurance	2005-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4952875	2002-09-03	Paper

Research outcomes over time

This page was built for person: Xiao Wei